{"product_id":"9781119264057","title":"Nonlinear Time Series Analysis","description":"\u003ch3\u003eWiley Series in Probability and Statistics\u003c\/h3\u003e\u003ch1\u003eNonlinear Time Series Analysis\u003c\/h1\u003e\u003ch3\u003eRuey S. Tsay | Rong Chen\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eMathematics \/ Probability \u0026amp; Statistics \/ Bayesian Analysis\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003cp\u003e\u003cb\u003eA comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003ci\u003eNonlinear Time Series Analysis\u003c\/i\u003e offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to nonlinear time series analysis. The authors—noted experts in the field—explore the advantages and limitations of the nonlinear models and methods and review the improvements upon linear time series models.\u003c\/p\u003e \u003cp\u003eThe need for this book is based on the recent developments in nonlinear time series analysis, statistical learning, dynamic systems and advanced computational methods. Parametric and nonparametric methods and nonlinear and non-Gaussian state space models provide a much wider range of tools for time series analysis. In addition, advances in computing and data collection have made available large data sets and high-frequency data. These new data make it not only feasible, but also necessary to take into consideration the nonlinearity embedded in most real-world time series. This vital guide:\u003c\/p\u003e \u003cp\u003e•    Offers research developed by leading scholars of time series analysis\u003c\/p\u003e \u003cp\u003e•    Presents R commands making it possible to reproduce all the analyses included in the text\u003c\/p\u003e \u003cp\u003e•    Contains real-world examples throughout the book\u003c\/p\u003e \u003cp\u003e•    Recommends exercises to test understanding of material presented\u003c\/p\u003e \u003cp\u003e•    Includes an instructor solutions manual and companion website\u003c\/p\u003e \u003cp\u003eWritten for students, researchers, and practitioners who are interested in exploring nonlinearity in time series, \u003ci\u003eNonlinear Time Series Analysis \u003c\/i\u003eoffers a comprehensive text that explores the advantages and limitations of the nonlinear models and methods and demonstrates the improvements upon linear time series models. \u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e \t\t \u003cp\u003e\u003cb\u003eRUEY S. TSAY, P\u003csmall\u003eH\u003c\/small\u003eD,\u003c\/b\u003e is H.G.B. Alexander Professor of Econometrics and Statistics at The University of Chicago Booth School of Business. He is a fellow of the American Statistical Association and the Institute of Mathematical Statistics.Dr. Tsay is author of \u003ci\u003eAnalysis of Financial Time Series, Multivariate Time Series Analysis\u003c\/i\u003e, and \u003ci\u003eAn Introduction to Analysis of Financial Data with R\u003c\/i\u003e all published by Wiley. \u003c\/p\u003e\n\u003cp\u003e\u003cb\u003eRONG CHEN, P\u003csmall\u003eH\u003c\/small\u003eD,\u003c\/b\u003e is Distinguished Professor of Statistics and Director of the Master programs in Financial Statistics and Risk Management and in Data Science at Rutgers University. He is a fellow of the American Statistical Association and the Institute of Mathematical Statistics. \u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e23 October 2018\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9781119264057\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e512\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e28.8\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44315744174220,"sku":"9781119264057","price":141.26,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781119264057_1b850fb8-8dae-4fe5-9a63-a2bcd44888e6.jpg?v=1780145543","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9781119264057","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}